Trading Metrics calculated at close of trading on 29-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1,390.00 |
1,398.75 |
8.75 |
0.6% |
1,354.25 |
High |
1,402.25 |
1,411.50 |
9.25 |
0.7% |
1,400.50 |
Low |
1,376.50 |
1,397.50 |
21.00 |
1.5% |
1,353.75 |
Close |
1,400.50 |
1,409.00 |
8.50 |
0.6% |
1,398.75 |
Range |
25.75 |
14.00 |
-11.75 |
-45.6% |
46.75 |
ATR |
18.31 |
18.00 |
-0.31 |
-1.7% |
0.00 |
Volume |
6,773 |
17,718 |
10,945 |
161.6% |
27,381 |
|
Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.00 |
1,442.50 |
1,416.75 |
|
R3 |
1,434.00 |
1,428.50 |
1,412.75 |
|
R2 |
1,420.00 |
1,420.00 |
1,411.50 |
|
R1 |
1,414.50 |
1,414.50 |
1,410.25 |
1,417.25 |
PP |
1,406.00 |
1,406.00 |
1,406.00 |
1,407.50 |
S1 |
1,400.50 |
1,400.50 |
1,407.75 |
1,403.25 |
S2 |
1,392.00 |
1,392.00 |
1,406.50 |
|
S3 |
1,378.00 |
1,386.50 |
1,405.25 |
|
S4 |
1,364.00 |
1,372.50 |
1,401.25 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.50 |
1,508.50 |
1,424.50 |
|
R3 |
1,477.75 |
1,461.75 |
1,411.50 |
|
R2 |
1,431.00 |
1,431.00 |
1,407.25 |
|
R1 |
1,415.00 |
1,415.00 |
1,403.00 |
1,423.00 |
PP |
1,384.25 |
1,384.25 |
1,384.25 |
1,388.50 |
S1 |
1,368.25 |
1,368.25 |
1,394.50 |
1,376.25 |
S2 |
1,337.50 |
1,337.50 |
1,390.25 |
|
S3 |
1,290.75 |
1,321.50 |
1,386.00 |
|
S4 |
1,244.00 |
1,274.75 |
1,373.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,411.50 |
1,376.50 |
35.00 |
2.5% |
16.25 |
1.1% |
93% |
True |
False |
7,460 |
10 |
1,411.50 |
1,333.75 |
77.75 |
5.5% |
16.25 |
1.2% |
97% |
True |
False |
7,432 |
20 |
1,424.00 |
1,333.75 |
90.25 |
6.4% |
20.00 |
1.4% |
83% |
False |
False |
4,929 |
40 |
1,459.00 |
1,333.75 |
125.25 |
8.9% |
18.00 |
1.3% |
60% |
False |
False |
3,025 |
60 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
16.50 |
1.2% |
59% |
False |
False |
2,478 |
80 |
1,461.00 |
1,333.75 |
127.25 |
9.0% |
14.50 |
1.0% |
59% |
False |
False |
1,932 |
100 |
1,461.00 |
1,313.00 |
148.00 |
10.5% |
13.75 |
1.0% |
65% |
False |
False |
1,575 |
120 |
1,461.00 |
1,287.50 |
173.50 |
12.3% |
12.75 |
0.9% |
70% |
False |
False |
1,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,471.00 |
2.618 |
1,448.25 |
1.618 |
1,434.25 |
1.000 |
1,425.50 |
0.618 |
1,420.25 |
HIGH |
1,411.50 |
0.618 |
1,406.25 |
0.500 |
1,404.50 |
0.382 |
1,402.75 |
LOW |
1,397.50 |
0.618 |
1,388.75 |
1.000 |
1,383.50 |
1.618 |
1,374.75 |
2.618 |
1,360.75 |
4.250 |
1,338.00 |
|
|
Fisher Pivots for day following 29-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1,407.50 |
1,404.00 |
PP |
1,406.00 |
1,399.00 |
S1 |
1,404.50 |
1,394.00 |
|